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On October 31st,
The Eurostoxx data started normally but ended abruptly at 3:00:29 on the time & sales.
It failed to update till about 4:05:18 on the T&S.
Instead of having the proper traded sizes shown as per normal... it lumped all trades into a single buy transaction size of 127710 at 4:05:18 pm.
Another short gap of 3mins then another print of 3739 lots at 4:08:59.
One more gap of 22 mins till 4:30:46.
One last gap of 10mins from 4:30:59 to 4:41:15.
And one print occurs at 4:41:52 for a buy size of 8432 lots.
It has been 3 weeks since that date. I hope eSignal can sort that out and allow us to access the crucial data there. One can't tell what had truly traded if all the data from gaps is lumped into single buy or sell transactions.
In the last year... there have been 2-3 disruptions to T&S for different reasons. Is this going to go on? I understand things are never 100% but I hope we can at least have a fix for this one.
The last one was caused by eSignal and you guys told me it couldn't be fixed. Please don't tell me this is the case again... this one is gonna be much easier since it was only down for 1 hour.
The Eurostoxx data started normally but ended abruptly at 3:00:29 on the time & sales.
It failed to update till about 4:05:18 on the T&S.
Instead of having the proper traded sizes shown as per normal... it lumped all trades into a single buy transaction size of 127710 at 4:05:18 pm.
Another short gap of 3mins then another print of 3739 lots at 4:08:59.
One more gap of 22 mins till 4:30:46.
One last gap of 10mins from 4:30:59 to 4:41:15.
And one print occurs at 4:41:52 for a buy size of 8432 lots.
It has been 3 weeks since that date. I hope eSignal can sort that out and allow us to access the crucial data there. One can't tell what had truly traded if all the data from gaps is lumped into single buy or sell transactions.
In the last year... there have been 2-3 disruptions to T&S for different reasons. Is this going to go on? I understand things are never 100% but I hope we can at least have a fix for this one.
The last one was caused by eSignal and you guys told me it couldn't be fixed. Please don't tell me this is the case again... this one is gonna be much easier since it was only down for 1 hour.
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